+737.5%
KNX vs AGI
+5,269.5%
-4,532.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +0.4% |
| 7D | -0.5% | -5.3% | +4.8% | -0.4% |
| 30D | +1.0% | +6.8% | -5.7% | +0.8% |
| 3M | -12.6% | +8.3% | -21.0% | -12.9% |
| 6M | +21.1% | -29.2% | +50.3% | +21.9% |
| YTD | +33.2% | -7.3% | +40.4% | +33.2% |
| 1Y | +67.8% | +8.0% | +59.7% | +67.1% |
| 3Y | +37.3% | +206.6% | -169.2% | +33.1% |
| 5Y | +41.1% | +398.1% | -357.1% | +34.9% |
| 10Y | +170.6% | +384.0% | -213.3% | +156.1% |
| All | +737.5% | +5,269.5% | -4,532.0% | +682.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling